Modeli za volatility
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APARCHAPARCH, introduced by Ding, Granger, and Engle (1993) while studying long-memory properties of stock market returns, extends the GARCH family by allowing both the power transformatMuundo wa ARCH (Autoregressive Conditional Heteroskedasticity)The ARCH model, introduced by Robert Engle in 1982, captures time-varying volatility in financial and macroeconomic time series. It models the conditional variance of today's errorARFIMA: Muundo wa Mfumo wa ARMA wenye Viwango vya NusuARFIMA is a time series model that captures long-memory behaviour using a fractional differencing parameter d, generalising the integer differencing of ARIMA. It was introduced by Modeli ya BatesThe Bates model (1996) combines stochastic volatility and jump diffusion to capture both the volatility smile and the implied volatility skew observed in equity and currency optionBEKK-GARCH: Uundaji wa Thathmini wa Hali Mbalimbali za KutikisikaBEKK-GARCH, proposed by Engle and Kroner (1995), is a multivariate GARCH specification that models the time-varying conditional covariance matrix of a system of financial return seComponent GARCHComponent GARCH decomposes conditional variance into transitory (short-term) and permanent (long-term) components with different dynamics, allowing flexibility in capturing volatil
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APARCHMuundo wa ARCH (Autoregressive Conditional Heteroskedasticity)ARFIMA: Muundo wa Mfumo wa ARMA wenye Viwango vya NusuModeli ya BatesBEKK-GARCH: Uundaji wa Thathmini wa Hali Mbalimbali za KutikisikaComponent GARCHDCC-GARCH (Uhusiano Unaobadilika wa Masharti)Mchambuko wa DCC-GARCH (Dynamic Conditional Correlation)Exponential GARCH (EGARCH)Modeli ya EGARCH (Exponential GARCH)Muundo wa ARCH wa Fourier (Fourier ARCH Model)Muundo wa Fourier DCC-GARCHFourier EGARCH: Uundaji wa Volatiliti kwa Mapumziko Laini ya KimuundoMfumo wa GARCH wa FourierMfumo wa Fourier TGARCHUmuundo wa Kujirudia kwa Kujitegemea wenye Masharti ya Ugomvi (GARCH)Modeli wa GARCH (Utabiri wa Msukosuko)GARCH-MIDASGJR-GARCH (GARCH Asymmetric)Mifumo ya Kumbukumbu-Ndefu (ARFIMA, FIGARCH)Utafiti wa Upimaji wa KielelezoKielelezo cha ARCH kisicho cha Mstari (NARCH)Nonlinear DCC-GARCH modelMfumo wa EGARCH Usio wa MstariKielelezo cha GARCH kisicho cha mstariMuundo wa Nonlinear TGARCHModeli wa Panel DCC-GARCHJopo la EGARCHModeli ya GARCH ya PaneliTGARCH ya Paneli (Threshold GARCH kwa Data za Paneli)Modeli Robust ARCHGARCH (Robust DCC-GARCH) yenye uwezo wa kuendelea wa uhusiano wenye nguvuMfumo Imara wa EGARCHMfumo Imara wa GARCHTGARCH ImaraMfumo wa SABRMchanganuo wa Kutokuwa na Utulivu wa Kimahesabu (Heston)Mfumo wa ARCH wa Mabadiliko ya KimuundoMfumo wa DCC-GARCH wa Mapumziko ya KiunziMfumo wa EGARCH wa Mapumziko ya KiunziTGARCH ya Mapumziko ya Kiunzi (Threshold GARCH yenye Mapumziko ya Kiunzi)Modeli ya TGARCH (Threshold GARCH)Mfumo wa ARCH wenye Vigezo Vinavyobadilika kwa Wakati (TVP-ARCH)Kielelezo cha DCC-GARCH chenye Vigezo Vinavyobadilika kwa WakatiMfumo wa EGARCH wenye Vigezo Vinavyobadilika kwa WakatiKielelezo cha GARCH chenye Vigezo Vinavyobadilika kwa Wakati (TVP-GARCH)Mfumo wa Thamani unaobadilika kwa Wakati wa TGARCH